Some limit properties for Markov chains indexed by a homogeneous tree

Weiguo Yang

Statistics & Probability Letters, 2003, vol. 65, issue 3, 241-250

Abstract: We first study a local convergence theorem for countable Markov chains indexed by a homogeneous tree. As corollaries, we obtain some limit theorems for the frequencies of occurrence of states and ordered couples of states for countable Markov chains indexed by a homogeneous tree. Finally, we obtain the strong law of large numbers and Shannon-McMillan theorem for finite Markov chains indexed by a homogeneous tree. In the proof, a new technique for establishing the strong limit theorems in probability theory is applied.

Keywords: Homogeneous; tree; Markov; chains; Local; convergence; Strong; law; of; large; numbers (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(03)00260-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:65:y:2003:i:3:p:241-250

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().